#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Methods/Finitedifferences/Meshers/Fdm1dMesher.h>
#pragma unmanaged 
#include <ql\methods\finitedifferences\meshers\fdmhestonvariancemesher.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Processes;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Methods { namespace Finitedifferences { namespace Meshers {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IFdmHestonVarianceMesher
	public ref class CFdmHestonVarianceMesher  : 
            public CFdm1dMesher,
            public Cephei::QL::Methods::Finitedifferences::Meshers::IFdmHestonVarianceMesher
	{
	protected: 
		boost::shared_ptr<QuantLib::FdmHestonVarianceMesher>* _ppFdmHestonVarianceMesher;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdmHestonVarianceMesher>* _phFdmHestonVarianceMesher;
#endif
		Object^ _FdmHestonVarianceMesherOwner;     // reference to object that manages the storage for this object
	internal:
		CFdmHestonVarianceMesher (UInt64 size, Cephei::QL::Processes::IHestonProcess^ process, Double maturity, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tAvgSteps, Microsoft::FSharp::Core::FSharpOption<Double>^ epsilon);
        CFdmHestonVarianceMesher (boost::shared_ptr<QuantLib::FdmHestonVarianceMesher>& childNative, Object^ owner);
        CFdmHestonVarianceMesher (QuantLib::FdmHestonVarianceMesher& childNative, Object^ owner);
        CFdmHestonVarianceMesher (CFdmHestonVarianceMesher^ copy);
        CFdmHestonVarianceMesher (PLATFORM::Type^ t);
#ifdef STRUCT
        CFdmHestonVarianceMesher (QuantLib::FdmHestonVarianceMesher childNative);
#endif       
#ifdef HANDLE
		CFdmHestonVarianceMesher (QuantLib::Handle<QuantLib::FdmHestonVarianceMesher>& childNative, Object^ owner);
		CFdmHestonVarianceMesher (QuantLib::Handle<QuantLib::FdmHestonVarianceMesher> childNative);
#endif
		virtual ~CFdmHestonVarianceMesher ();
		!CFdmHestonVarianceMesher ();

	internal:
		QuantLib::FdmHestonVarianceMesher& GetReference ();
		boost::shared_ptr<QuantLib::FdmHestonVarianceMesher>& GetShared ();
		QuantLib::FdmHestonVarianceMesher* GetPointer ();
        void SetFdmHestonVarianceMesher (boost::shared_ptr<QuantLib::FdmHestonVarianceMesher> native)
        {
            if (_ppFdmHestonVarianceMesher != NULL)
                delete _ppFdmHestonVarianceMesher;
            _ppFdmHestonVarianceMesher = new boost::shared_ptr<QuantLib::FdmHestonVarianceMesher> (native);
            SetFdm1dMesher (boost::dynamic_pointer_cast<QuantLib::Fdm1dMesher> (*_ppFdmHestonVarianceMesher));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdmHestonVarianceMesher>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double VolaEstimate 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Methods::Finitedifferences::Meshers::IFdmHestonVarianceMesher^>::typeid)]
	[FactoryFor(Cephei::QL::Methods::Finitedifferences::Meshers::IFdmHestonVarianceMesher::typeid)]
	[FactoryFor(Cephei::QL::Methods::Finitedifferences::Meshers::IFdmHestonVarianceMesher_Factory::typeid)]
	public ref class CFdmHestonVarianceMesher_Factory sealed : public IFdmHestonVarianceMesher_Factory
	{
	public:
        virtual IFdmHestonVarianceMesher^ Create (UInt64 size, Cephei::QL::Processes::IHestonProcess^ process, Double maturity, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tAvgSteps, Microsoft::FSharp::Core::FSharpOption<Double>^ epsilon);
    };
   
/*Cephei*/ } /*QL*/ } /*Methods*/ } /*Finitedifferences*/ } /*Meshers */}
